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Dongfang Modern Agriculture Holding Group Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 11, 2019 at 06:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Dongfang Modern Agriculture Holding Group Limited S0GARCH
paramt-stat
ω2.18892.37
α0.36444.67
β0.02390.28
γ133.05333.43
γ2-50.9384-3.78
γ325.38352.45
γ4-9.0562-0.71
γ5-3.7193-0.34
γ616.22572.32
γ7-15.0351-2.24
γ8-1.4048-0.16
γ910.75431.01
γ10-6.2473-0.79
Estimation Period:
Oct 19, 2015 to Jun 7, 2019
Impact of return on volatility tomorrow
Volatility Forecasts